As I announced in class, the initial stock price for the third homework problem is S0=8. I've updated the assignment to reflect this.
UPDATE: I've also made a correction to problem 1. Xn+1(H)=gn(Xn) and Xn+1(T)=hn(Xn).
Being a weblog devoted to a variety of topics. Including Mathematics. And Mathematical Finance. Sometimes with homework.
Tuesday, October 19, 2010
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